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Author's title
Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationTue, 24 Nov 2009 13:35:53 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/24/t12590953170ui3m7dtmrv1lse.htm/, Retrieved Sun, 16 Jun 2024 21:21:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59272, Retrieved Sun, 16 Jun 2024 21:21:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact174
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [ws 8] [2009-11-24 20:35:53] [f7d3e79b917995ba1c8c80042fc22ef9] [Current]
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Dataseries X:
9,3
9,3
8,7
8,2
8,3
8,5
8,6
8,5
8,2
8,1
7,9
8,6
8,7
8,7
8,5
8,4
8,5
8,7
8,7
8,6
8,5
8,3
8
8,2
8,1
8,1
8
7,9
7,9
8
8
7,9
8
7,7
7,2
7,5
7,3
7
7
7
7,2
7,3
7,1
6,8
6,4
6,1
6,5
7,7
7,9
7,5
6,9
6,6
6,9
7,7
8
8
7,7
7,3
7,4
8,1

 Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59272&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59272&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59272&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

 Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135

 Autocorrelation Function Time lag k ACF(k) T-STAT P-value 1 0.53566 3.6723 0.000307 2 -0.087035 -0.5967 0.276792 3 -0.48631 -3.334 0.000838 4 -0.509266 -3.4914 0.000528 5 -0.151981 -1.0419 0.151387 6 0.224828 1.5413 0.06497 7 0.410141 2.8118 0.003583 8 0.282125 1.9342 0.029564 9 -0.033418 -0.2291 0.409891 10 -0.189254 -1.2975 0.100403 11 -0.245036 -1.6799 0.049808 12 -0.24423 -1.6744 0.050352 13 -0.066492 -0.4558 0.3253 14 0.115935 0.7948 0.215359 15 0.139151 0.954 0.17249 16 0.038865 0.2664 0.39553 17 -0.045233 -0.3101 0.378928 18 -0.084376 -0.5785 0.282859 19 -0.095068 -0.6518 0.258867 20 0.018958 0.13 0.448573 21 0.112107 0.7686 0.222997 22 0.003481 0.0239 0.490532 23 -0.128909 -0.8838 0.190664 24 -0.155337 -1.0649 0.146173 25 -0.058851 -0.4035 0.34422 26 0.052921 0.3628 0.359188 27 0.071898 0.4929 0.312186 28 0.014268 0.0978 0.461248 29 -0.091789 -0.6293 0.266108 30 -0.152125 -1.0429 0.151161 31 -0.013705 -0.094 0.46277 32 0.093693 0.6423 0.261892 33 0.104193 0.7143 0.239284 34 0.055625 0.3813 0.352332 35 -0.008227 -0.0564 0.477629 36 -0.020137 -0.1381 0.445395

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.53566 & 3.6723 & 0.000307 \tabularnewline
2 & -0.087035 & -0.5967 & 0.276792 \tabularnewline
3 & -0.48631 & -3.334 & 0.000838 \tabularnewline
4 & -0.509266 & -3.4914 & 0.000528 \tabularnewline
5 & -0.151981 & -1.0419 & 0.151387 \tabularnewline
6 & 0.224828 & 1.5413 & 0.06497 \tabularnewline
7 & 0.410141 & 2.8118 & 0.003583 \tabularnewline
8 & 0.282125 & 1.9342 & 0.029564 \tabularnewline
9 & -0.033418 & -0.2291 & 0.409891 \tabularnewline
10 & -0.189254 & -1.2975 & 0.100403 \tabularnewline
11 & -0.245036 & -1.6799 & 0.049808 \tabularnewline
12 & -0.24423 & -1.6744 & 0.050352 \tabularnewline
13 & -0.066492 & -0.4558 & 0.3253 \tabularnewline
14 & 0.115935 & 0.7948 & 0.215359 \tabularnewline
15 & 0.139151 & 0.954 & 0.17249 \tabularnewline
16 & 0.038865 & 0.2664 & 0.39553 \tabularnewline
17 & -0.045233 & -0.3101 & 0.378928 \tabularnewline
18 & -0.084376 & -0.5785 & 0.282859 \tabularnewline
19 & -0.095068 & -0.6518 & 0.258867 \tabularnewline
20 & 0.018958 & 0.13 & 0.448573 \tabularnewline
21 & 0.112107 & 0.7686 & 0.222997 \tabularnewline
22 & 0.003481 & 0.0239 & 0.490532 \tabularnewline
23 & -0.128909 & -0.8838 & 0.190664 \tabularnewline
24 & -0.155337 & -1.0649 & 0.146173 \tabularnewline
25 & -0.058851 & -0.4035 & 0.34422 \tabularnewline
26 & 0.052921 & 0.3628 & 0.359188 \tabularnewline
27 & 0.071898 & 0.4929 & 0.312186 \tabularnewline
28 & 0.014268 & 0.0978 & 0.461248 \tabularnewline
29 & -0.091789 & -0.6293 & 0.266108 \tabularnewline
30 & -0.152125 & -1.0429 & 0.151161 \tabularnewline
31 & -0.013705 & -0.094 & 0.46277 \tabularnewline
32 & 0.093693 & 0.6423 & 0.261892 \tabularnewline
33 & 0.104193 & 0.7143 & 0.239284 \tabularnewline
34 & 0.055625 & 0.3813 & 0.352332 \tabularnewline
35 & -0.008227 & -0.0564 & 0.477629 \tabularnewline
36 & -0.020137 & -0.1381 & 0.445395 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59272&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.53566[/C][C]3.6723[/C][C]0.000307[/C][/ROW]
[ROW][C]2[/C][C]-0.087035[/C][C]-0.5967[/C][C]0.276792[/C][/ROW]
[ROW][C]3[/C][C]-0.48631[/C][C]-3.334[/C][C]0.000838[/C][/ROW]
[ROW][C]4[/C][C]-0.509266[/C][C]-3.4914[/C][C]0.000528[/C][/ROW]
[ROW][C]5[/C][C]-0.151981[/C][C]-1.0419[/C][C]0.151387[/C][/ROW]
[ROW][C]6[/C][C]0.224828[/C][C]1.5413[/C][C]0.06497[/C][/ROW]
[ROW][C]7[/C][C]0.410141[/C][C]2.8118[/C][C]0.003583[/C][/ROW]
[ROW][C]8[/C][C]0.282125[/C][C]1.9342[/C][C]0.029564[/C][/ROW]
[ROW][C]9[/C][C]-0.033418[/C][C]-0.2291[/C][C]0.409891[/C][/ROW]
[ROW][C]10[/C][C]-0.189254[/C][C]-1.2975[/C][C]0.100403[/C][/ROW]
[ROW][C]11[/C][C]-0.245036[/C][C]-1.6799[/C][C]0.049808[/C][/ROW]
[ROW][C]12[/C][C]-0.24423[/C][C]-1.6744[/C][C]0.050352[/C][/ROW]
[ROW][C]13[/C][C]-0.066492[/C][C]-0.4558[/C][C]0.3253[/C][/ROW]
[ROW][C]14[/C][C]0.115935[/C][C]0.7948[/C][C]0.215359[/C][/ROW]
[ROW][C]15[/C][C]0.139151[/C][C]0.954[/C][C]0.17249[/C][/ROW]
[ROW][C]16[/C][C]0.038865[/C][C]0.2664[/C][C]0.39553[/C][/ROW]
[ROW][C]17[/C][C]-0.045233[/C][C]-0.3101[/C][C]0.378928[/C][/ROW]
[ROW][C]18[/C][C]-0.084376[/C][C]-0.5785[/C][C]0.282859[/C][/ROW]
[ROW][C]19[/C][C]-0.095068[/C][C]-0.6518[/C][C]0.258867[/C][/ROW]
[ROW][C]20[/C][C]0.018958[/C][C]0.13[/C][C]0.448573[/C][/ROW]
[ROW][C]21[/C][C]0.112107[/C][C]0.7686[/C][C]0.222997[/C][/ROW]
[ROW][C]22[/C][C]0.003481[/C][C]0.0239[/C][C]0.490532[/C][/ROW]
[ROW][C]23[/C][C]-0.128909[/C][C]-0.8838[/C][C]0.190664[/C][/ROW]
[ROW][C]24[/C][C]-0.155337[/C][C]-1.0649[/C][C]0.146173[/C][/ROW]
[ROW][C]25[/C][C]-0.058851[/C][C]-0.4035[/C][C]0.34422[/C][/ROW]
[ROW][C]26[/C][C]0.052921[/C][C]0.3628[/C][C]0.359188[/C][/ROW]
[ROW][C]27[/C][C]0.071898[/C][C]0.4929[/C][C]0.312186[/C][/ROW]
[ROW][C]28[/C][C]0.014268[/C][C]0.0978[/C][C]0.461248[/C][/ROW]
[ROW][C]29[/C][C]-0.091789[/C][C]-0.6293[/C][C]0.266108[/C][/ROW]
[ROW][C]30[/C][C]-0.152125[/C][C]-1.0429[/C][C]0.151161[/C][/ROW]
[ROW][C]31[/C][C]-0.013705[/C][C]-0.094[/C][C]0.46277[/C][/ROW]
[ROW][C]32[/C][C]0.093693[/C][C]0.6423[/C][C]0.261892[/C][/ROW]
[ROW][C]33[/C][C]0.104193[/C][C]0.7143[/C][C]0.239284[/C][/ROW]
[ROW][C]34[/C][C]0.055625[/C][C]0.3813[/C][C]0.352332[/C][/ROW]
[ROW][C]35[/C][C]-0.008227[/C][C]-0.0564[/C][C]0.477629[/C][/ROW]
[ROW][C]36[/C][C]-0.020137[/C][C]-0.1381[/C][C]0.445395[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59272&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59272&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

 Autocorrelation Function Time lag k ACF(k) T-STAT P-value 1 0.53566 3.6723 0.000307 2 -0.087035 -0.5967 0.276792 3 -0.48631 -3.334 0.000838 4 -0.509266 -3.4914 0.000528 5 -0.151981 -1.0419 0.151387 6 0.224828 1.5413 0.06497 7 0.410141 2.8118 0.003583 8 0.282125 1.9342 0.029564 9 -0.033418 -0.2291 0.409891 10 -0.189254 -1.2975 0.100403 11 -0.245036 -1.6799 0.049808 12 -0.24423 -1.6744 0.050352 13 -0.066492 -0.4558 0.3253 14 0.115935 0.7948 0.215359 15 0.139151 0.954 0.17249 16 0.038865 0.2664 0.39553 17 -0.045233 -0.3101 0.378928 18 -0.084376 -0.5785 0.282859 19 -0.095068 -0.6518 0.258867 20 0.018958 0.13 0.448573 21 0.112107 0.7686 0.222997 22 0.003481 0.0239 0.490532 23 -0.128909 -0.8838 0.190664 24 -0.155337 -1.0649 0.146173 25 -0.058851 -0.4035 0.34422 26 0.052921 0.3628 0.359188 27 0.071898 0.4929 0.312186 28 0.014268 0.0978 0.461248 29 -0.091789 -0.6293 0.266108 30 -0.152125 -1.0429 0.151161 31 -0.013705 -0.094 0.46277 32 0.093693 0.6423 0.261892 33 0.104193 0.7143 0.239284 34 0.055625 0.3813 0.352332 35 -0.008227 -0.0564 0.477629 36 -0.020137 -0.1381 0.445395

 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.53566 3.6723 0.000307 2 -0.524447 -3.5954 0.000387 3 -0.259822 -1.7813 0.040667 4 -0.137791 -0.9446 0.174835 5 0.132833 0.9107 0.183561 6 0.016018 0.1098 0.456513 7 0.103201 0.7075 0.241371 8 -0.031178 -0.2137 0.415835 9 -0.035654 -0.2444 0.403979 10 0.161399 1.1065 0.137072 11 -0.140233 -0.9614 0.170638 12 -0.239119 -1.6393 0.053913 13 0.068327 0.4684 0.320823 14 0.011023 0.0756 0.47004 15 -0.188277 -1.2908 0.101549 16 -0.100038 -0.6858 0.248097 17 0.090346 0.6194 0.269327 18 -0.024241 -0.1662 0.43436 19 -0.034582 -0.2371 0.406813 20 0.155032 1.0628 0.146641 21 -0.044169 -0.3028 0.381686 22 -0.219089 -1.502 0.069894 23 5.4e-05 4e-04 0.499853 24 -0.062014 -0.4251 0.336334 25 -0.093427 -0.6405 0.262479 26 -0.032205 -0.2208 0.413106 27 -0.150398 -1.0311 0.15389 28 -0.199707 -1.3691 0.088735 29 0.043581 0.2988 0.383215 30 -0.018101 -0.1241 0.450886 31 -0.014638 -0.1003 0.460247 32 -0.049451 -0.339 0.368052 33 0.070249 0.4816 0.316163 34 -0.090585 -0.621 0.268794 35 -0.014987 -0.1027 0.459301 36 0.077574 0.5318 0.298677

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.53566 & 3.6723 & 0.000307 \tabularnewline
2 & -0.524447 & -3.5954 & 0.000387 \tabularnewline
3 & -0.259822 & -1.7813 & 0.040667 \tabularnewline
4 & -0.137791 & -0.9446 & 0.174835 \tabularnewline
5 & 0.132833 & 0.9107 & 0.183561 \tabularnewline
6 & 0.016018 & 0.1098 & 0.456513 \tabularnewline
7 & 0.103201 & 0.7075 & 0.241371 \tabularnewline
8 & -0.031178 & -0.2137 & 0.415835 \tabularnewline
9 & -0.035654 & -0.2444 & 0.403979 \tabularnewline
10 & 0.161399 & 1.1065 & 0.137072 \tabularnewline
11 & -0.140233 & -0.9614 & 0.170638 \tabularnewline
12 & -0.239119 & -1.6393 & 0.053913 \tabularnewline
13 & 0.068327 & 0.4684 & 0.320823 \tabularnewline
14 & 0.011023 & 0.0756 & 0.47004 \tabularnewline
15 & -0.188277 & -1.2908 & 0.101549 \tabularnewline
16 & -0.100038 & -0.6858 & 0.248097 \tabularnewline
17 & 0.090346 & 0.6194 & 0.269327 \tabularnewline
18 & -0.024241 & -0.1662 & 0.43436 \tabularnewline
19 & -0.034582 & -0.2371 & 0.406813 \tabularnewline
20 & 0.155032 & 1.0628 & 0.146641 \tabularnewline
21 & -0.044169 & -0.3028 & 0.381686 \tabularnewline
22 & -0.219089 & -1.502 & 0.069894 \tabularnewline
23 & 5.4e-05 & 4e-04 & 0.499853 \tabularnewline
24 & -0.062014 & -0.4251 & 0.336334 \tabularnewline
25 & -0.093427 & -0.6405 & 0.262479 \tabularnewline
26 & -0.032205 & -0.2208 & 0.413106 \tabularnewline
27 & -0.150398 & -1.0311 & 0.15389 \tabularnewline
28 & -0.199707 & -1.3691 & 0.088735 \tabularnewline
29 & 0.043581 & 0.2988 & 0.383215 \tabularnewline
30 & -0.018101 & -0.1241 & 0.450886 \tabularnewline
31 & -0.014638 & -0.1003 & 0.460247 \tabularnewline
32 & -0.049451 & -0.339 & 0.368052 \tabularnewline
33 & 0.070249 & 0.4816 & 0.316163 \tabularnewline
34 & -0.090585 & -0.621 & 0.268794 \tabularnewline
35 & -0.014987 & -0.1027 & 0.459301 \tabularnewline
36 & 0.077574 & 0.5318 & 0.298677 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59272&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.53566[/C][C]3.6723[/C][C]0.000307[/C][/ROW]
[ROW][C]2[/C][C]-0.524447[/C][C]-3.5954[/C][C]0.000387[/C][/ROW]
[ROW][C]3[/C][C]-0.259822[/C][C]-1.7813[/C][C]0.040667[/C][/ROW]
[ROW][C]4[/C][C]-0.137791[/C][C]-0.9446[/C][C]0.174835[/C][/ROW]
[ROW][C]5[/C][C]0.132833[/C][C]0.9107[/C][C]0.183561[/C][/ROW]
[ROW][C]6[/C][C]0.016018[/C][C]0.1098[/C][C]0.456513[/C][/ROW]
[ROW][C]7[/C][C]0.103201[/C][C]0.7075[/C][C]0.241371[/C][/ROW]
[ROW][C]8[/C][C]-0.031178[/C][C]-0.2137[/C][C]0.415835[/C][/ROW]
[ROW][C]9[/C][C]-0.035654[/C][C]-0.2444[/C][C]0.403979[/C][/ROW]
[ROW][C]10[/C][C]0.161399[/C][C]1.1065[/C][C]0.137072[/C][/ROW]
[ROW][C]11[/C][C]-0.140233[/C][C]-0.9614[/C][C]0.170638[/C][/ROW]
[ROW][C]12[/C][C]-0.239119[/C][C]-1.6393[/C][C]0.053913[/C][/ROW]
[ROW][C]13[/C][C]0.068327[/C][C]0.4684[/C][C]0.320823[/C][/ROW]
[ROW][C]14[/C][C]0.011023[/C][C]0.0756[/C][C]0.47004[/C][/ROW]
[ROW][C]15[/C][C]-0.188277[/C][C]-1.2908[/C][C]0.101549[/C][/ROW]
[ROW][C]16[/C][C]-0.100038[/C][C]-0.6858[/C][C]0.248097[/C][/ROW]
[ROW][C]17[/C][C]0.090346[/C][C]0.6194[/C][C]0.269327[/C][/ROW]
[ROW][C]18[/C][C]-0.024241[/C][C]-0.1662[/C][C]0.43436[/C][/ROW]
[ROW][C]19[/C][C]-0.034582[/C][C]-0.2371[/C][C]0.406813[/C][/ROW]
[ROW][C]20[/C][C]0.155032[/C][C]1.0628[/C][C]0.146641[/C][/ROW]
[ROW][C]21[/C][C]-0.044169[/C][C]-0.3028[/C][C]0.381686[/C][/ROW]
[ROW][C]22[/C][C]-0.219089[/C][C]-1.502[/C][C]0.069894[/C][/ROW]
[ROW][C]23[/C][C]5.4e-05[/C][C]4e-04[/C][C]0.499853[/C][/ROW]
[ROW][C]24[/C][C]-0.062014[/C][C]-0.4251[/C][C]0.336334[/C][/ROW]
[ROW][C]25[/C][C]-0.093427[/C][C]-0.6405[/C][C]0.262479[/C][/ROW]
[ROW][C]26[/C][C]-0.032205[/C][C]-0.2208[/C][C]0.413106[/C][/ROW]
[ROW][C]27[/C][C]-0.150398[/C][C]-1.0311[/C][C]0.15389[/C][/ROW]
[ROW][C]28[/C][C]-0.199707[/C][C]-1.3691[/C][C]0.088735[/C][/ROW]
[ROW][C]29[/C][C]0.043581[/C][C]0.2988[/C][C]0.383215[/C][/ROW]
[ROW][C]30[/C][C]-0.018101[/C][C]-0.1241[/C][C]0.450886[/C][/ROW]
[ROW][C]31[/C][C]-0.014638[/C][C]-0.1003[/C][C]0.460247[/C][/ROW]
[ROW][C]32[/C][C]-0.049451[/C][C]-0.339[/C][C]0.368052[/C][/ROW]
[ROW][C]33[/C][C]0.070249[/C][C]0.4816[/C][C]0.316163[/C][/ROW]
[ROW][C]34[/C][C]-0.090585[/C][C]-0.621[/C][C]0.268794[/C][/ROW]
[ROW][C]35[/C][C]-0.014987[/C][C]-0.1027[/C][C]0.459301[/C][/ROW]
[ROW][C]36[/C][C]0.077574[/C][C]0.5318[/C][C]0.298677[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59272&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59272&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.53566 3.6723 0.000307 2 -0.524447 -3.5954 0.000387 3 -0.259822 -1.7813 0.040667 4 -0.137791 -0.9446 0.174835 5 0.132833 0.9107 0.183561 6 0.016018 0.1098 0.456513 7 0.103201 0.7075 0.241371 8 -0.031178 -0.2137 0.415835 9 -0.035654 -0.2444 0.403979 10 0.161399 1.1065 0.137072 11 -0.140233 -0.9614 0.170638 12 -0.239119 -1.6393 0.053913 13 0.068327 0.4684 0.320823 14 0.011023 0.0756 0.47004 15 -0.188277 -1.2908 0.101549 16 -0.100038 -0.6858 0.248097 17 0.090346 0.6194 0.269327 18 -0.024241 -0.1662 0.43436 19 -0.034582 -0.2371 0.406813 20 0.155032 1.0628 0.146641 21 -0.044169 -0.3028 0.381686 22 -0.219089 -1.502 0.069894 23 5.4e-05 4e-04 0.499853 24 -0.062014 -0.4251 0.336334 25 -0.093427 -0.6405 0.262479 26 -0.032205 -0.2208 0.413106 27 -0.150398 -1.0311 0.15389 28 -0.199707 -1.3691 0.088735 29 0.043581 0.2988 0.383215 30 -0.018101 -0.1241 0.450886 31 -0.014638 -0.1003 0.460247 32 -0.049451 -0.339 0.368052 33 0.070249 0.4816 0.316163 34 -0.090585 -0.621 0.268794 35 -0.014987 -0.1027 0.459301 36 0.077574 0.5318 0.298677

if (par1 == 'Default') {par1 = 10*log10(length(x))} else {par1 <- as.numeric(par1)}par2 <- as.numeric(par2)par3 <- as.numeric(par3)par4 <- as.numeric(par4)par5 <- as.numeric(par5)if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'par7 <- as.numeric(par7)if (par2 == 0) {x <- log(x)} else {x <- (x ^ par2 - 1) / par2}if (par3 > 0) x <- diff(x,lag=1,difference=par3)if (par4 > 0) x <- diff(x,lag=par5,difference=par4)bitmap(file='pic1.png')racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))dev.off()bitmap(file='pic2.png')rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')dev.off()(myacf <- c(racf$acf))(mypacf <- c(rpacf$acf))lengthx <- length(x)sqrtn <- sqrt(lengthx)load(file='createtable')a<-table.start()a<-table.row.start(a)a<-table.element(a,'Autocorrelation Function',4,TRUE)a<-table.row.end(a)a<-table.row.start(a)a<-table.element(a,'Time lag k',header=TRUE)a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)a<-table.element(a,'T-STAT',header=TRUE)a<-table.element(a,'P-value',header=TRUE)a<-table.row.end(a)for (i in 2:(par1+1)) {a<-table.row.start(a)a<-table.element(a,i-1,header=TRUE)a<-table.element(a,round(myacf[i],6))mytstat <- myacf[i]*sqrtna<-table.element(a,round(mytstat,4))a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))a<-table.row.end(a)}a<-table.end(a)table.save(a,file='mytable.tab')a<-table.start()a<-table.row.start(a)a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)a<-table.row.end(a)a<-table.row.start(a)a<-table.element(a,'Time lag k',header=TRUE)a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)a<-table.element(a,'T-STAT',header=TRUE)a<-table.element(a,'P-value',header=TRUE)a<-table.row.end(a)for (i in 1:par1) {a<-table.row.start(a)a<-table.element(a,i,header=TRUE)a<-table.element(a,round(mypacf[i],6))mytstat <- mypacf[i]*sqrtna<-table.element(a,round(mytstat,4))a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))a<-table.row.end(a)}a<-table.end(a)table.save(a,file='mytable1.tab')